Stock weighting and nontrading bias in estimated portfolio returns
Philip Gray
| Year of publication: |
2014
|
|---|---|
| Authors: | Gray, Philip K. |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 54.2014, 2, p. 467-503
|
| Subject: | Portfolio returns | Size effect | Value premium | Momentum profits | Anomalies | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | CAPM | Anlageverhalten | Behavioural finance | Betriebsgröße | Firm size | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010373402